+345.8%
RIO vs CP
+257.3%
+88.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | -0.9% | +2.1% | -3.1% | -2.0% |
| 30D | -9.1% | +9.3% | -18.4% | -13.4% |
| 3M | -13.7% | +0.5% | -14.1% | -14.0% |
| 6M | -24.3% | +10.4% | -34.8% | -28.7% |
| YTD | +8.9% | +28.7% | -19.8% | -6.0% |
| 1Y | +22.7% | +33.2% | -10.5% | +3.9% |
| 3Y | +51.2% | +38.4% | +12.7% | +22.1% |
| 5Y | +88.1% | +26.2% | +61.9% | +56.7% |
| All | +345.8% | +257.3% | +88.5% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling